With T7 Release 11.0 Eurex introduced the following functional enhancements:
Please note that T7 Release 11.0 will not provide backwards compatibility for ETI or FIX.
Simulation start: 12 September 2022
Production start: 21 November 2022
Enhanced Trading Interface
FIX LF
T7 Release 11.0 - FIX LF Manual v.1.2
Published 07 Nov 2022 - The document provides information on the T7 FIX LF interface for both the Cash and Derivatives Markets and contains a description of the conncectivity, concepts and messages used by FIX LF.
T7 FIX LF Interface - Derivatives Message Reference v.11.0-D0003
Published 07 Nov 2022 - The purpose of this document is to provide all message formats for the derivatives markets part of the FIX LF interface.
T7 FIX LF Interface - Cash Message Reference v.11.0-C0003
Published 07 Nov 2022 - The purpose of this document is to provide all message formats for the cash markets part of the FIX LF interface.
T7 Release 11.0 - FIX LF QuickFix Engine Dictionary and Message Reference v.1.2
Published 07 Nov 2022 - The package contains the QuickFix Engine dictionaries (FIXLF44_Derivatives.xml, FIXLF44_Cash.xml) and message reference files including message and field descriptions (FIXLF_DerivativesExt.xml, FIXLF_CashExt.xml) for the T7 FIX LF interface per marketplace type.
Circulars
Newsflashes
We kindly ask all Trading Participants to submit the Readiness Statement for T7 Release 11.0 by Friday, 11 November 2022 latest.
For your convenience a online submission process has been published. The online Readiness Statement is here available: Readiness Statement. Please enter your dedicated Eurex PIN in the online questionnaire. The PIN for your company has been sent to the Central Coordinator.
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Pre-Trade Risk Limits Enhancements for Options | Eurex will offer an enhanced calculation for the Pre-Trade Risk Limit (PTRL) consumption for Options. A different aggregation logic will be performed as compared to Futures products to address the position effect of orders and quotes entered and executed for Options products. This logic will follow the implementation already applied for the Market Maker Protection Delta Statistics Definitions. | Trading Members are requested to get familiar with the new logic. |
Monday and Wednesday Weekly Options Contracts | Necessary steps are taken to introduce integrated Monday and Wednesday Weekly Options contracts supplementing the already existing Friday Weekly Options contracts introduced by the Next Generation ETD Contracts initiative. | Trading Members are requested to get familiar with the new logic. |
Tag 1031 “custOrderHandlingIns” Usage Adaptions | The ETI/FIX LF Tag 1031 “custOrderHandlingInst” will become mandatory for all agency trading. Order entries and modifications without a submitted “custOrderHandlingInst” when the Trading Capacity Agency is used will be rejected. | Trading Members and Vendors need to prepare for this changes and perform sufficient testing. |
Contacts
Eurex Frankfurt AG
Release Competence Center
Service times from Monday 09:00 – Friday 18:00 CET
(no service on Saturday and Sunday)
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Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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